I'm not really a woodworker (I have neither the skill, the tools nor the patience), but I've built lots of parts guitars/basses, but this is what I'd say:
If it were me, as a first project I'd probably buy an already fretted neck and get acquainted with things without taking on the additional difficulties with a neck. Your first attempt is unlikely to be just exactly perfect even if it turns out wonderfully.
You might also consider buying a really cheap neck not to use but to practice fretting or whatever on. Necks/bodies from broken guitars and other places can be found out there.
In terms of parts, the key is to know exactly what you want, and you will likely find that there are
lots of decisions to be made about stuff you had never really considered before. If you ask people, they often will give you strongly worded answers that are really about what
they like or believe, but in reality there is more than one right answer to every question. The problem is what's right for me might not be right for you.
Understand that you do not need to buy boutique parts or pickups to build a fantastic instrument. And you can often find brand new, or like-new pickups on ebay for cheap, particularly if you are patient.
Since it can be difficult to know exactly how things will turn out when building, you might consider find a deal cheap PU's that are a major brand so you can swap them out later if they aren't quite right. If you start with a known commodity, it's easier to know what direction to go in if it isn't quite what you're looking for.
There are lots of places to buy all kinds of parts and I've used many of them. Stew-Mac has lots of nice and sometimes specialized tools too, but they can be expensive. Also keep in mind that when there's a 15% sale or coupon at MF or GC, a number of parts and PU manufacturers are often among the very few major vendors who aren't on the ridiculously long list of excluded items.